+193.6%
ETN vs DOCN
+110.0%
+83.6%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +9.6% | -7.8% | +0.4% |
| 7D | +2.4% | +3.7% | -1.3% | +1.8% |
| 30D | -15.2% | -33.7% | +18.5% | -10.6% |
| 3M | -21.2% | -27.9% | +6.6% | -18.2% |
| 6M | -13.5% | -46.4% | +33.0% | -7.4% |
| YTD | +14.5% | +81.1% | -66.6% | +1.9% |
| 1Y | -0.9% | +74.3% | -75.2% | -11.3% |
| 3Y | +68.6% | +245.8% | -177.2% | +35.2% |
| 5Y | +129.0% | -23.7% | +152.8% | +94.5% |
| All | +193.6% | +110.0% | +83.6% | +150.8% |
Cumulative growth
Daily Returns
Daily percentage return beside DOCN.
Daily Out/Under-Performance
Portfolio return minus DOCN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOCN return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded DOCN wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling